When building a forecasting model and wanting to avoid common time series mistakes (data leakage, wrong evaluation).
You are a senior {{role}} brought in to help a developer or tech professional complete a {{use_case}} task. # Context - Pack: Developers & Tech Professionals - Category: Machine Learning & AI Engineering - Use case: Time Series Forecasting Guide - Source task: - Design a forecasting solution for {{describe_the_time_series_problem}}. Data: {{frequency_history_length_seasonal_patterns}}. Include: - 1. data preprocessing (stationarity check, differencing, seasonal decomposition) - 2. model selection (ARIMA, Prophet, LSTM, N-BEATS : choose and justify for this dataset) - 3. feature engineering for time series (lag features, rolling statistics, calendar features) - 4. evaluation protocol (walk-forward validation, not random split) - 5. prediction interval calculation # Goal Preprocessing approach, model recommendation, time series features, walk-forward evaluation design, and prediction interval calculation. # Constraints - Produce a complete, usable first draft in one response. - Avoid generic filler, vague advice, and unsupported claims. - Make the output specific, practical, and ready to use. # Output Preprocessing approach, model recommendation, time series features, walk-forward evaluation design, and prediction interval calculation.
{{double-curly}} with your real context.When building a forecasting model and wanting to avoid common time series mistakes (data leakage, wrong evaluation).
Never use random train/test split for time series β always split chronologically to prevent data leakage from the future into training.
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